+719.8%
MU vs BURL
-9.5%
+729.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.5% | +5.7% |
| 7D | +9.0% | -2.8% | +11.8% | +9.4% |
| 30D | +13.8% | -28.2% | +42.0% | +19.6% |
| 3M | +2.1% | -17.6% | +19.7% | +3.8% |
| 6M | +153.8% | -11.8% | +165.6% | +154.8% |
| YTD | +256.4% | -8.1% | +264.5% | +256.1% |
| 1Y | +719.8% | -12.0% | +731.7% | +630.0% |
| All | +719.8% | -9.5% | +729.3% | +630.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling